期刊
SIAM JOURNAL ON NUMERICAL ANALYSIS
卷 52, 期 2, 页码 832-851出版社
SIAM PUBLICATIONS
DOI: 10.1137/120902161
关键词
orthogonal rational functions; Gauss quadrature
资金
- Serbian Ministry of Education and Science (research project Methods of Numerical and Nonlinear Analysis with Applications) [174002]
- NSF [DMS-1115385]
- Division Of Mathematical Sciences
- Direct For Mathematical & Physical Scien [1115385] Funding Source: National Science Foundation
The existence of (standard) Gauss quadrature rules with respect to a nonnegative measure d mu with support on the real axis easily can be shown with the aid of orthogonal polynomials with respect to this measure. Efficient algorithms for computing the nodes and weights of an n-point Gauss rule use the n Chi n symmetric tridiagonal matrix determined by the recursion coefficients for the first n orthonormal polynomials. Many rational functions that are orthogonal with respect to the measure d mu and have real or complex conjugate poles also satisfy a short recursion relations. This paper describes how banded matrices determined by the recursion coefficients for these orthonormal rational functions can be used to efficiently compute the nodes and weights of rational Gauss quadrature rules.
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